HTTPS over a proxy, now with Proxy-Connection and CONNECT...HTTP/1.1

My previous pull request worked with several free proxies (Apache+mod_proxy, fiddler, Proxoid), 
but failed on the commercial proxy we tested. [400 Bad Request]

This version uses HTTP/1.1 for the CONNECT request and adds a "Proxy-Connection: keep-alive" header, which resolved the issue.